Long- and short-run Fisher effects: new tests and new results
Tóm tắt
Từ khóa
Tài liệu tham khảo
Eitrheim O., 1992, Inference in small co-integrated systems: some Monte Carlo results
Fama E. F., 1975, American Economic Review, 65, 269
Fisher I., 1930, The Theory of Interest
Huizinga J., Carneqie-Rochester Conference on Public Policy, 24, 231
Kremers J. J. K., 1989, The power of cointegration tests, mimeo, Board of Governors of the Federal Reserve System
Lucas R. E., 1980, American Economic Review, 70, 1005
McNown R., 1994, Journal of Monetary Economics, 26, 396
Nelson C. R., 1977, American Economic Review, 67, 478
Schwert G. W., Carneqie-Rochester Conference Series on Public Policy, 10, 55
Summers L. H., 1983, A Symposium in Honor of Arthur Okun
Vahid F., 1993, Journal of Applied Econometrics, 8, 341